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arxiv: math/0504027 · v1 · pith:FNUXNKRCnew · submitted 2005-04-01 · 🧮 math.PR · math.AP

The heat equation with multiplicative stable L\'evy noise

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keywords equationnoisestableheatpotentialargumentsavoidconstruction
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We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter p of the stable noise. Our arguments are different for p<1 and p>1.

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